+5,760.6%
ASML vs SW
+743.1%
+5,017.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.1% | -7.7% | -3.9% |
| 7D | -10.0% | +12.1% | -22.1% | -10.8% |
| 30D | -19.4% | +6.6% | -26.0% | -19.9% |
| 3M | -12.5% | -6.0% | -6.5% | -12.2% |
| 6M | +8.2% | +21.5% | -13.2% | +6.4% |
| YTD | +40.7% | +20.3% | +20.4% | +38.3% |
| 1Y | +46.1% | +28.1% | +18.0% | +43.0% |
| 3Y | +138.5% | +51.6% | +86.9% | +131.2% |
| 5Y | +84.2% | -0.1% | +84.3% | +79.2% |
| 10Y | +1,505.1% | +189.7% | +1,315.4% | +1,440.8% |
| All | +5,760.6% | +743.1% | +5,017.5% | +5,904.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling